-55.4%
APP vs FISV
-4.0%
-51.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +6.2% | +4.4% | +8.1% |
| 7D | +4.5% | +29.6% | -25.1% | -5.5% |
| 30D | -3.6% | +34.5% | -38.1% | -14.3% |
| 3M | -35.3% | +11.2% | -46.5% | -38.3% |
| 6M | -42.8% | -1.2% | -41.6% | -42.2% |
| YTD | -59.7% | -7.6% | -52.0% | -59.5% |
| 1Y | -55.4% | -3.7% | -51.6% | -55.7% |
| All | -55.4% | -4.0% | -51.3% | -55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FISV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling